Hong Kong
Over 2018 to 2026 (9 years of data), 0005HKHKD has tended to move long between 10.10 and 03.12, closing higher in 87.5% of those years for an average +8.62% move and an annualized Sharpe of 1.47.
Best window
10.10 - 03.12
Direction
Long
Win rate
87.5%
Avg return
+8.62%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 03.12 | Long | 87.5% | +8.62% | 1.47 | 8 |
| 09.10 → 03.12 | Long | 87.5% | +7.61% | 1.25 | 8 |
| 11.10 → 25.11 | Long | 87.5% |
| +7.10% |
| 1.48 |
| 8 |
| 11.10 → 26.11 | Long | 87.5% | +6.62% | 1.36 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +6.01% | 1.57 | 8 |
| 10.10 → 04.12 | Long | 85.7% | +9.84% | 1.55 | 7 |
| 11.10 → 03.12 | Long | 75.0% | +8.61% | 1.47 | 8 |
| 11.10 → 04.12 | Long | 75.0% | +8.61% | 1.40 | 8 |